Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47470.83 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46072.84 Kr¶

PnL: ---------------------------------------> -815.73 Kr¶

DD now: ---------------------------------> -2.383 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 16:47:25.245298'

Anic Portfolio¶

This Week¶

Return: -0.893 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total¶

Return: 55.453 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 1.260000 2807.000000 171.000000 6.490000 2636.000010
HMS Networks 2 -0.460000 787.200000 114.200000 16.970000 673.000000
Nordea Bank Abp 29 0.900000 3514.800000 60.800000 1.760000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.570000 407.600000 52.600000 14.820000 355.000000
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
Corem Property Group B 59 2.660000 614.780000 37.780000 6.550000 576.999999
Resurs Holding 22 2.630000 609.400000 35.400000 6.170000 573.999998
SAAB B 8 -1.000000 3408.800000 31.800000 0.940000 3377.000000
Swedbank A 3 2.400000 589.650000 25.650000 4.550000 564.000000
AcadeMedia 12 0.080000 579.120000 22.120000 3.970000 557.000004
Boozt 12 0.220000 1675.200000 21.200000 1.280000 1653.999996
Intrum 4 0.110000 545.400000 18.400000 3.490000 527.000000
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Securitas B 6 1.960000 587.400000 17.400000 3.050000 570.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Samhällsbyggnadsbo. i Norden D 12 3.990000 256.560000 10.560000 4.290000 246.000000
Norva24 Group 16 -0.120000 553.280000 10.280000 1.890000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Coor Service Management Hold. 8 0.900000 540.400000 8.400000 1.580000 532.000000
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.230000 541.250000 -4.750000 -0.870000 546.000000
International Petroleum Corp. 5 4.440000 576.500000 -18.070000 -3.040000 594.565215
Midsona B 63 -0.670000 564.480000 -18.520000 -3.180000 582.999984
CTEK 13 -4.210000 508.300000 -25.700000 -4.810000 533.999999
Essity B 2 -2.480000 535.600000 -38.400000 -6.690000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -2.190000 1074.000000 -75.000000 -6.530000 1149.000000
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.370000 2792.400000 -178.600000 -6.010000 2971.000006
OX2 18 1.780000 1443.600000 -220.400000 -13.250000 1663.999992
Axfood 13 0.450000 3484.000000 -272.000000 -7.240000 3756.000001
Ovzon 52 0.000000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 46086.860000 -801.710000 -2.3546% 46888.564618

Updated:¶

'2023-01-27 16:47:09.797722'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶